NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
69.95 |
70.15 |
0.20 |
0.3% |
68.59 |
| High |
70.55 |
72.39 |
1.84 |
2.6% |
69.35 |
| Low |
69.37 |
70.03 |
0.66 |
1.0% |
67.04 |
| Close |
69.83 |
71.84 |
2.01 |
2.9% |
69.13 |
| Range |
1.18 |
2.36 |
1.18 |
100.0% |
2.31 |
| ATR |
1.87 |
1.92 |
0.05 |
2.6% |
0.00 |
| Volume |
126,178 |
177,875 |
51,697 |
41.0% |
532,297 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.50 |
77.53 |
73.14 |
|
| R3 |
76.14 |
75.17 |
72.49 |
|
| R2 |
73.78 |
73.78 |
72.27 |
|
| R1 |
72.81 |
72.81 |
72.06 |
73.30 |
| PP |
71.42 |
71.42 |
71.42 |
71.66 |
| S1 |
70.45 |
70.45 |
71.62 |
70.94 |
| S2 |
69.06 |
69.06 |
71.41 |
|
| S3 |
66.70 |
68.09 |
71.19 |
|
| S4 |
64.34 |
65.73 |
70.54 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.44 |
74.59 |
70.40 |
|
| R3 |
73.13 |
72.28 |
69.77 |
|
| R2 |
70.82 |
70.82 |
69.55 |
|
| R1 |
69.97 |
69.97 |
69.34 |
70.40 |
| PP |
68.51 |
68.51 |
68.51 |
68.72 |
| S1 |
67.66 |
67.66 |
68.92 |
68.09 |
| S2 |
66.20 |
66.20 |
68.71 |
|
| S3 |
63.89 |
65.35 |
68.49 |
|
| S4 |
61.58 |
63.04 |
67.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.39 |
67.04 |
5.35 |
7.4% |
1.86 |
2.6% |
90% |
True |
False |
140,918 |
| 10 |
72.39 |
66.65 |
5.74 |
8.0% |
1.85 |
2.6% |
90% |
True |
False |
132,091 |
| 20 |
72.39 |
61.11 |
11.28 |
15.7% |
1.96 |
2.7% |
95% |
True |
False |
114,874 |
| 40 |
72.39 |
61.11 |
11.28 |
15.7% |
1.92 |
2.7% |
95% |
True |
False |
98,375 |
| 60 |
72.61 |
61.11 |
11.50 |
16.0% |
1.93 |
2.7% |
93% |
False |
False |
95,782 |
| 80 |
72.61 |
61.11 |
11.50 |
16.0% |
1.79 |
2.5% |
93% |
False |
False |
90,108 |
| 100 |
72.61 |
58.74 |
13.87 |
19.3% |
1.77 |
2.5% |
94% |
False |
False |
84,795 |
| 120 |
72.61 |
56.15 |
16.46 |
22.9% |
1.75 |
2.4% |
95% |
False |
False |
81,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.42 |
|
2.618 |
78.57 |
|
1.618 |
76.21 |
|
1.000 |
74.75 |
|
0.618 |
73.85 |
|
HIGH |
72.39 |
|
0.618 |
71.49 |
|
0.500 |
71.21 |
|
0.382 |
70.93 |
|
LOW |
70.03 |
|
0.618 |
68.57 |
|
1.000 |
67.67 |
|
1.618 |
66.21 |
|
2.618 |
63.85 |
|
4.250 |
60.00 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
71.63 |
71.44 |
| PP |
71.42 |
71.04 |
| S1 |
71.21 |
70.64 |
|